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Related Pages for ATGL
[--[65.84.65.76]--]
ATGL
Adani Total Gas Limited
732 14.50 (2.02%)

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Historical option data for ATGL

12 Dec 2024 12:04 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
ATGL 26DEC2024 760 CE
Delta: 0.37
Vega: 0.55
Theta: -0.89
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 733.80 14.85 3.75 42.32 1,519 152 431
11 Dec 717.50 11.1 -0.20 42.78 111 36 278
10 Dec 715.45 11.3 -5.65 43.74 189 22 243
9 Dec 729.50 16.95 -1.80 45.39 78 6 221
6 Dec 731.05 18.75 -7.50 43.73 111 14 214
5 Dec 743.95 26.25 -3.60 43.89 272 108 201
4 Dec 746.65 29.85 -14.30 46.46 286 78 93
3 Dec 766.25 44.15 -13.35 51.77 21 7 15
2 Dec 772.55 57.5 -27.80 63.01 24 6 6
29 Nov 812.35 85.3 - 0 0 0

For Adani Total Gas Limited - strike price 760 expiring on 26DEC2024

Delta for 760 CE is 0.37

Historical price for 760 CE is as follows

On 12 Dec ATGL was trading at 733.80. The strike last trading price was 14.85, which was 3.75 higher than the previous day. The implied volatity was 42.32, the open interest changed by 152 which increased total open position to 431


On 11 Dec ATGL was trading at 717.50. The strike last trading price was 11.1, which was -0.20 lower than the previous day. The implied volatity was 42.78, the open interest changed by 36 which increased total open position to 278


On 10 Dec ATGL was trading at 715.45. The strike last trading price was 11.3, which was -5.65 lower than the previous day. The implied volatity was 43.74, the open interest changed by 22 which increased total open position to 243


On 9 Dec ATGL was trading at 729.50. The strike last trading price was 16.95, which was -1.80 lower than the previous day. The implied volatity was 45.39, the open interest changed by 6 which increased total open position to 221


On 6 Dec ATGL was trading at 731.05. The strike last trading price was 18.75, which was -7.50 lower than the previous day. The implied volatity was 43.73, the open interest changed by 14 which increased total open position to 214


On 5 Dec ATGL was trading at 743.95. The strike last trading price was 26.25, which was -3.60 lower than the previous day. The implied volatity was 43.89, the open interest changed by 108 which increased total open position to 201


On 4 Dec ATGL was trading at 746.65. The strike last trading price was 29.85, which was -14.30 lower than the previous day. The implied volatity was 46.46, the open interest changed by 78 which increased total open position to 93


On 3 Dec ATGL was trading at 766.25. The strike last trading price was 44.15, which was -13.35 lower than the previous day. The implied volatity was 51.77, the open interest changed by 7 which increased total open position to 15


On 2 Dec ATGL was trading at 772.55. The strike last trading price was 57.5, which was -27.80 lower than the previous day. The implied volatity was 63.01, the open interest changed by 6 which increased total open position to 6


On 29 Nov ATGL was trading at 812.35. The strike last trading price was 85.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


ATGL 26DEC2024 760 PE
Delta: -0.59
Vega: 0.56
Theta: -0.94
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 733.80 44.4 -3.70 54.00 31 -1 74
11 Dec 717.50 48.1 -7.90 42.21 5 0 80
10 Dec 715.45 56 7.05 51.39 14 2 77
9 Dec 729.50 48.95 -3.75 51.31 2 0 77
6 Dec 731.05 52.7 13.65 54.52 5 0 78
5 Dec 743.95 39.05 -6.05 46.63 22 -5 78
4 Dec 746.65 45.1 2.10 55.04 79 20 84
3 Dec 766.25 43 -0.30 62.45 124 5 65
2 Dec 772.55 43.3 9.70 65.25 165 18 57
29 Nov 812.35 33.6 65.75 82 40 40

For Adani Total Gas Limited - strike price 760 expiring on 26DEC2024

Delta for 760 PE is -0.59

Historical price for 760 PE is as follows

On 12 Dec ATGL was trading at 733.80. The strike last trading price was 44.4, which was -3.70 lower than the previous day. The implied volatity was 54.00, the open interest changed by -1 which decreased total open position to 74


On 11 Dec ATGL was trading at 717.50. The strike last trading price was 48.1, which was -7.90 lower than the previous day. The implied volatity was 42.21, the open interest changed by 0 which decreased total open position to 80


On 10 Dec ATGL was trading at 715.45. The strike last trading price was 56, which was 7.05 higher than the previous day. The implied volatity was 51.39, the open interest changed by 2 which increased total open position to 77


On 9 Dec ATGL was trading at 729.50. The strike last trading price was 48.95, which was -3.75 lower than the previous day. The implied volatity was 51.31, the open interest changed by 0 which decreased total open position to 77


On 6 Dec ATGL was trading at 731.05. The strike last trading price was 52.7, which was 13.65 higher than the previous day. The implied volatity was 54.52, the open interest changed by 0 which decreased total open position to 78


On 5 Dec ATGL was trading at 743.95. The strike last trading price was 39.05, which was -6.05 lower than the previous day. The implied volatity was 46.63, the open interest changed by -5 which decreased total open position to 78


On 4 Dec ATGL was trading at 746.65. The strike last trading price was 45.1, which was 2.10 higher than the previous day. The implied volatity was 55.04, the open interest changed by 20 which increased total open position to 84


On 3 Dec ATGL was trading at 766.25. The strike last trading price was 43, which was -0.30 lower than the previous day. The implied volatity was 62.45, the open interest changed by 5 which increased total open position to 65


On 2 Dec ATGL was trading at 772.55. The strike last trading price was 43.3, which was 9.70 higher than the previous day. The implied volatity was 65.25, the open interest changed by 18 which increased total open position to 57


On 29 Nov ATGL was trading at 812.35. The strike last trading price was 33.6, which was lower than the previous day. The implied volatity was 65.75, the open interest changed by 40 which increased total open position to 40